+18.4%
AMCR vs RY
+163.3%
-145.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.7% |
| 30D | +8.2% | +7.1% | +1.1% | +4.4% |
| 3M | -4.3% | -2.7% | -1.7% | -3.0% |
| 6M | +16.6% | +13.8% | +2.8% | +8.0% |
| YTD | +13.1% | +22.1% | -9.0% | +0.6% |
| 1Y | +14.4% | +43.1% | -28.6% | -6.3% |
| 3Y | +18.4% | +163.6% | -145.3% | -33.0% |
| All | +18.4% | +163.3% | -145.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling